+614.2%
TEAM vs XYL
+198.2%
+416.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | -26.7% | -8.3% | -18.4% | -24.5% |
| 3M | -9.6% | -21.4% | +11.8% | -0.1% |
| 6M | +86.0% | -12.9% | +99.0% | +95.0% |
| YTD | -7.5% | -30.1% | +22.6% | +6.1% |
| 1Y | -1.4% | -35.2% | +33.8% | +17.6% |
| 3Y | -14.3% | -0.8% | -13.5% | -19.3% |
| 5Y | -66.3% | -23.2% | -43.1% | -65.4% |
| 10Y | +445.6% | +101.2% | +344.4% | +252.8% |
| All | +614.2% | +198.2% | +416.0% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling